Probability Seminar: Joe Neeman
- Date: 11/28/2012
- Time: 15:00
Lecturer(s):
Joe Neeman, Oxford
Location:
University of British Columbia
Topic:
Robust Gaussian noise stability
Description:
Given two Gaussian vectors that are positively correlated, what is the probability that they both land in some fixed set A? Borell proved that this probability is maximized (over sets A with a given volume) when A is a half-space. We will give a new and simple proof of this fact, which also gives some stronger results. In particular, we can show that half-spaces uniquely maximize the probability above, and that sets which almost maximize this probability must be close to half-spaces.
Other Information:
Location: ESB 2012